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ABNFX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABNFX and BND is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ABNFX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America® Class F-2 (ABNFX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABNFX:

1.02

BND:

1.00

Sortino Ratio

ABNFX:

1.54

BND:

1.45

Omega Ratio

ABNFX:

1.18

BND:

1.17

Calmar Ratio

ABNFX:

0.39

BND:

0.42

Martin Ratio

ABNFX:

2.62

BND:

2.54

Ulcer Index

ABNFX:

2.12%

BND:

2.07%

Daily Std Dev

ABNFX:

5.37%

BND:

5.30%

Max Drawdown

ABNFX:

-19.92%

BND:

-18.84%

Current Drawdown

ABNFX:

-8.75%

BND:

-7.35%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ABNFX at 2.21% and BND at 2.21%. Both investments have delivered pretty close results over the past 10 years, with ABNFX having a 1.46% annualized return and BND not far ahead at 1.51%.


ABNFX

YTD

2.21%

1M

1.00%

6M

1.52%

1Y

5.74%

5Y*

-0.88%

10Y*

1.46%

BND

YTD

2.21%

1M

0.98%

6M

1.19%

1Y

5.53%

5Y*

-0.78%

10Y*

1.51%

*Annualized

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ABNFX vs. BND - Expense Ratio Comparison

ABNFX has a 0.35% expense ratio, which is higher than BND's 0.03% expense ratio.


Risk-Adjusted Performance

ABNFX vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABNFX
The Risk-Adjusted Performance Rank of ABNFX is 7474
Overall Rank
The Sharpe Ratio Rank of ABNFX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ABNFX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ABNFX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ABNFX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ABNFX is 7272
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABNFX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America® Class F-2 (ABNFX) and Vanguard Total Bond Market ETF (BND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ABNFX Sharpe Ratio is 1.02, which is comparable to the BND Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ABNFX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ABNFX vs. BND - Dividend Comparison

ABNFX's dividend yield for the trailing twelve months is around 4.53%, more than BND's 3.75% yield.


TTM20242023202220212020201920182017201620152014
ABNFX
American Funds The Bond Fund of America® Class F-2
4.53%4.55%3.84%3.10%2.07%5.28%2.56%2.65%2.09%1.79%2.23%2.40%
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

ABNFX vs. BND - Drawdown Comparison

The maximum ABNFX drawdown since its inception was -19.92%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for ABNFX and BND. For additional features, visit the drawdowns tool.


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Volatility

ABNFX vs. BND - Volatility Comparison

American Funds The Bond Fund of America® Class F-2 (ABNFX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.69% and 1.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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